The word "their" entered Middle English from Old Norse "þeirra", the genitive plural of the demonstrative pronoun "þeir" (meaning 'those, they'). It gradually replaced the native Old English form "hiera" during the period of intense Scandinavian settlement and linguistic influence in Northern England. This adoption filled a gap in the English pronoun system, providing a distinct third-person plural possessive form. The modern spelling stabilized in the early Modern English period, with the initial Norse "þ" (thorn) character being replaced by "th".

The word "their" is a simplex form, a possessive pronoun of Scandinavian origin, derived from Old Norse "þeirra". It functions as a genitive plural form of the pronoun "they".